+1,700.8%
NTRA vs ESI
+51.9%
+1,648.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | +1.1% | +5.4% | -4.3% | -1.2% |
| 30D | +0.6% | -4.2% | +4.8% | +2.2% |
| 3M | +51.8% | -9.6% | +61.5% | +55.6% |
| 6M | +63.6% | +18.3% | +45.3% | +46.5% |
| YTD | +41.5% | +45.8% | -4.3% | +14.5% |
| 1Y | +93.6% | +39.2% | +54.5% | +58.7% |
| 3Y | +498.0% | +86.3% | +411.8% | +320.3% |
| 5Y | +172.5% | +76.2% | +96.2% | +92.3% |
| 10Y | +2,960.8% | +306.8% | +2,654.0% | +1,339.3% |
| All | +1,700.8% | +51.9% | +1,648.8% | +996.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling